Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.90% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 129'953 | 129'424 | 86'349 CHF | 87'538 CHF | 99.35% | 99.35% |
19.11.2024 | 1.79% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 130'199 | 129'665 | 84'868 CHF | 85'979 CHF | 98.53% | 98.53% |
18.11.2024 | 1.90% | 0.69 CHF | 0.70 CHF | 250'000 | 250'000 | 129'703 | 129'169 | 90'797 CHF | 92'034 CHF | 98.70% | 98.70% |
15.11.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 250'000 | 250'000 | 130'920 | 130'401 | 89'944 CHF | 90'973 CHF | 95.98% | 95.98% |
14.11.2024 | 1.53% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 129'502 | 129'502 | 93'413 CHF | 94'808 CHF | 99.02% | 99.02% |
13.11.2024 | 1.55% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 135'037 | 134'831 | 95'069 CHF | 96'361 CHF | 88.81% | 88.81% |
12.11.2024 | 1.63% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 131'011 | 130'462 | 91'964 CHF | 93'014 CHF | 95.92% | 95.92% |
11.11.2024 | 1.75% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 129'857 | 129'327 | 86'827 CHF | 87'920 CHF | 99.23% | 99.23% |
08.11.2024 | 1.84% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 131'313 | 129'726 | 80'145 CHF | 80'591 CHF | 98.36% | 98.36% |
07.11.2024 | 1.81% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 132'001 | 130'554 | 81'051 CHF | 81'593 CHF | 97.20% | 97.20% |